+0.8%
WDAY vs RKT
-12.8%
+13.5%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | RKT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.8% | +1.3% | -0.3% |
| 7D | -10.5% | -7.2% | -3.3% | -9.7% |
| 30D | +2.1% | -7.9% | +10.0% | +3.3% |
| 3M | +34.6% | +5.2% | +29.5% | +33.6% |
| 6M | +29.9% | -14.9% | +44.8% | +31.5% |
| YTD | -13.8% | -31.9% | +18.0% | -10.8% |
| 1Y | -18.3% | -36.9% | +18.6% | -14.8% |
| 3Y | -26.2% | +35.7% | -61.9% | -34.1% |
| 5Y | -30.8% | -9.7% | -21.1% | -38.9% |
| All | +0.8% | -12.8% | +13.5% | -10.4% |
Cumulative growth
Daily Returns
Daily percentage return beside RKT.
Daily Out/Under-Performance
Portfolio return minus RKT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RKT return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded RKT wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling